Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: post estimation commands and tests for oprobit and nbreg


From   Shahbaz Ali Sheikh <shahbaz@brandeis.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: post estimation commands and tests for oprobit and nbreg
Date   Fri, 19 Sep 2003 12:09:13 -0400

Hi all,

I am using the ivreg estimation in one of my models but I don't know if there 
is a way to apply a different restriction on the dependent variable and the 
instrumented variable. For example, if

 Y1=b1X1+b2X3+e and 
 Y2=a1Y1+a2X2+e 
 
and if I need to restrict Y1 say to only poorly performing firms but want to 
run the second stage with full sample, is there a way to specify while using 
the ivreg command in STATA one if[poor performers] condition to the first 
part and other if[all firms] condtion to the second part? Using a dummy for 
poor performers only does not quit do the job.  

Right now the syntex is 

 ivreg Y2 X2 (Y1=X1 X3) if [exp] 

and STATA applies that condition to both Y2 and Y1 samples. 

 Thanks 
Shahbaz

_____________________________________________
PhD Candidate
Brandeis International Business School
Brandeis University



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index